Items where Author is "Harris, D"
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Article
Harris, D and Leybourne, SJ and Taylor, AMR (2016) Tests of the co-integration rank in VAR models in the presence of a possible break in trend at an unknown point. Journal of Econometrics, 192 (2). pp. 451-467. DOI https://doi.org/10.1016/j.jeconom.2016.02.010
Monograph
Harris, D and Leybourne, SJ and Taylor, AMR (2016) Tests of the Co-integration Rank in VAR Models in the Presence of a Possible Break in Trend at an Unknown Point. Working Paper. Essex Finance Centre Working Papers.